It seems there is no way to manually control the depth of focus with my Af-s Nikkor 18-135mm 3.5 - 5.6 lens, it just does it automatically. Are most lenses like this? Are there just certain lenses that can? I only have this one lens so I am not very knowledgable about the differences. I would appreciate any help with my question, thank you.

Depth of field is controlled by varying your aperture. As you increase the aperture (decrease the f stop number), your depth of field will decrease. This requires putting the camera in some manual mode (either M or Aperture priority).

Can you tell us what are you trying to accomplish? Are you trying to take a photo that all subjects in the photo are in focus? Or are you trying to create a photo in which the object is in focus and the background is blur?

Visual DoF in an image is also effected by the distance of lens-to-subject and the distance of subject-to-background in addition to your apeture to create certain affects. What are you trying to achieve?

Thanks so much for each of your input. I have been taking many photos of bumble bees, and I have been getting more detail in the background than what I'm wanting, I want it much less distracting. After I read icassel's post about aperture, and it completely jogged my memory of things I have read about it.

And since I am shooting bumble bees, I like to keep it on shutter speed priority, and the info you have given me about the distance if subject to lens was very helpful. I went out tried that and it works too.

Notice there is a tad too much detail in the background, and this is after I have blurred the background in gimp.

In that case, use max aperture that your lens allow. Try to find a position that the background is further away from the subject. If you use the telephoto zoom lens, use the longer focal length and get a little closer (if possible) to the subject where you can still focus. (min focus distance)

I don't feel like saving and opening to try to find exif info, but shoot at your maximum aperature. Depending on lenses this may require one of your fastest shutter speeds as well. The stuff in the background may just be too close for even wide open aperature to blur the background. To blur it if that is the case you need a lens with a wider maximum aperature (for instance, 3.5 is better than 5.6. But, get a lens that goes down to 1.8 and that should really help you out).